%sortbib:  Updated:  01oct2007
%sortbib:
%sortbib:  article                930
%sortbib:  book                   407
%sortbib:  booklet                  2
%sortbib:  incollection            10
%sortbib:  inproceedings           54
%sortbib:  inrep                   90
%sortbib:  manual                   3
%sortbib:  misc                    52
%sortbib:  phdthesis                3
%sortbib:  techreport               8
%sortbib:  unpublished             12
%sortbib:  --------------------------
%sortbib:  total entries         1571

%% bibtexfile{
%%   author = "Jeffrey S. Pitblado",
%%   filename = "sj.bib",
%%   email  = "<jpitblado at stata.com>"
%% }
@String{JASA  = {{Journal of the American Statistical Association}}}
@String{JCGS  = {{Journal of Computational and Graphical Statistics}}}
@String{JRSSA = {{Journal of the Royal Statistical Society, {\rm Series A}}}}
@String{JRSSB = {{Journal of the Royal Statistical Society, {\rm Series B}}}}




@article{lundberg2017income,
  title={Income and democracy: A smooth varying coefficient redux},
  author={Lundberg, Alexander L and Huynh, Kim P and Jacho-Ch{\'a}vez, David T},
  journal={Journal of Applied Econometrics},
  volume={32},
  number={3},
  pages={719--724},
  year={2017},
  publisher={Wiley Online Library}
}



@article{libois2013semiparametric,
  title={Semiparametric fixed-effects estimator},
  author={Libois, Fran{\c{c}}ois and Verardi, Vincenzo and others},
  journal={Stata journal},
  volume={13},
  number={2},
  pages={329--336},
  year={2013},
  publisher={StataCorp LP}
}


@incollection{sun2009semiparametric,
  title={Semiparametric estimation of fixed-effects panel data varying coefficient models},
  author={Sun, Yiguo and Carroll, Raymond J and Li, Dingding},
  booktitle={Nonparametric econometric methods},
  pages={101--129},
  year={2009},
  publisher={Emerald Group Publishing Limited}
}


@incollection{yonghong2016semiparametric,
  title={Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models},
  author={An, Yonghong and Hsiao, Cheng and Li, Dong},
  booktitle={Essays in Honor of Aman Ullah (Advances in Econometrics, Volume 36)},
  pages={47--65},
  year={2016},
  publisher={Emerald Group Publishing Limited}
}

@article{cai2008nonparametric,
  title={Nonparametric estimation of varying coefficient dynamic panel data models},
  author={Cai, Zongwu and Li, Qi},
  journal={Econometric Theory},
  volume={24},
  number={5},
  pages={1321--1342},
  year={2008},
  publisher={Cambridge University Press}
}

@article{cai2009functional,
  title={Functional-coefficient models for nonstationary time series data},
  author={Cai, Zongwu and Li, Qi and Park, Joon Y},
  journal={Journal of Econometrics},
  volume={148},
  number={2},
  pages={101--113},
  year={2009},
  publisher={Elsevier}
}

@article{cai2000functional,
  title={Functional-coefficient regression models for nonlinear time series},
  author={Cai, Zongwu and Fan, Jianqing and Yao, Qiwei},
  journal={Journal of the American Statistical Association},
  volume={95},
  number={451},
  pages={941--956},
  year={2000},
  publisher={Taylor \& Francis Group}
}

@article{huang2004polynomial,
  title={Polynomial spline estimation and inference for varying coefficient models with longitudinal data},
  author={Huang, Jianhua Z and Wu, Colin O and Zhou, Lan},
  journal={Statistica Sinica},
  pages={763--788},
  year={2004},
  publisher={JSTOR}
}

@article{chen1993functional,
  title={Functional-coefficient autoregressive models},
  author={Chen, Rong and Tsay, Ruey S},
  journal={Journal of the American Statistical Association},
  volume={88},
  number={421},
  pages={298--308},
  year={1993},
  publisher={Taylor \& Francis Group}
}

@article{su2013local,
  title={Local linear GMM estimation of functional coefficient IV models with an application to estimating the rate of return to schooling},
  author={Su, Liangjun and Murtazashvili, Irina and Ullah, Aman},
  journal={Journal of Business \& Economic Statistics},
  volume={31},
  number={2},
  pages={184--207},
  year={2013},
  publisher={Taylor \& Francis Group}
}

@article{newson2001b,
  title={B-splines and splines parameterized by their values at reference points on the x-axis},
  author={Newson, Roger},
  journal={Stata Technical Bulletin},
  volume={10},
  number={57},
  year={2001},
  publisher={StataCorp LP}
}


@article{Cai2000JA,
author = { Zongwu   Cai  and  Jianqing   Fan  and  Runze   Li },
title = {Efficient Estimation and Inferences for Varying-Coefficient Models},
journal = {Journal of the American Statistical Association},
volume = {95},
number = {451},
pages = {888-902},
year  = {2000},
publisher = {Taylor & Francis},
doi = {10.1080/01621459.2000.10474280},


}



@article{Cai2017,
author = {Zongwu Cai and Ying Fang and Ming Lin and Jia Su},
title = {Inferences for a Partially Varying Coefficient Model With Endogenous Regressors},
journal = {Journal of Business \& Economic Statistics},
volume = {0},
number = {0},
pages = {1-13},
year  = {2017},
publisher = {Taylor & Francis},
doi = {10.1080/07350015.2017.1294079},


}


@article{Delgado2014,
title = "A generalized empirical model of corruption, foreign direct investment, and growth",
journal = "Journal of Macroeconomics",
volume = "42",
pages = "298 - 316",
year = "2014",
issn = "0164-0704",
doi = "https://doi.org/10.1016/j.jmacro.2014.09.007",
author = "Michael S. Delgado and Nadine McCloud and Subal C. Kumbhakar",

}

@article{FENG201768,
title = "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks",
journal = "Journal of Econometrics",
volume = "196",
number = "1",
pages = "68 - 82",
year = "2017",
issn = "0304-4076",
doi = "https://doi.org/10.1016/j.jeconom.2016.09.011",
author = "Guohua Feng and Jiti Gao and Bin Peng and Xiaohui Zhang",
}




@article{Zhang2018,
  title={Partially Linear Functional-Coefficient Dynamic Panel Data Models: Sieve Estimation and Specification Testing},
  author={Yonghui Zhang and Qiankun Zhou},
  year={2020},
  journal={Forthcoming at Econometric Reviews}
}

@article{white2010simsum,
	title="simsum: Analyses of simulation studies including Monte Carlo error",
	author="Ian R. {White}",
	journal="Stata Journal",
	volume="10",
	number="3",
	pages="369--385",
	notes="Sourced from Microsoft Academic - https://academic.microsoft.com/paper/1566984036",
	year="2010"
}


@article{sim2006,
author = {Burton, Andrea and Altman, Douglas G. and Royston, Patrick and Holder, Roger L.},
title = {The design of simulation studies in medical statistics},
journal = {Statistics in Medicine},
volume = {25},
number = {24},
pages = {4279-4292},
keywords = {simulation study, design, protocol, bias, mean square error, coverage},
doi = {10.1002/sim.2673},
eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1002/sim.2673},
abstract = {Abstract Simulation studies use computer intensive procedures to assess the performance of a variety of statistical methods in relation to a known truth. Such evaluation cannot be achieved with studies of real data alone. Designing high-quality simulations that reflect the complex situations seen in practice, such as in prognostic factors studies, is not a simple process. Unfortunately, very few published simulation studies provide sufficient details to allow readers to understand fully all the processes required to design a simulation study. When planning a simulation study, it is recommended that a detailed protocol be produced, giving full details of how the study will be performed, analysed and reported. This paper details the important considerations necessary when designing any simulation study, including defining specific objectives of the study, determining the procedures for generating the data sets and the number of simulations to perform. A checklist highlighting the important considerations when designing a simulation study is provided. A small review of the literature identifies the current practices within published simulation studies. Copyright © 2006 John Wiley \& Sons, Ltd.},
year = {2006}
}

@article{LI2019101304,
title = "Does market-oriented reform increase energy rebound effect? Evidence from China's regional development",
journal = "China Economic Review",
volume = "56",
pages = "101304",
year = "2019",
issn = "1043-951X",
doi = "https://doi.org/10.1016/j.chieco.2019.101304",
author = "Jianglong Li and Hongxun Liu and Kerui Du",
keywords = "Energy rebound effect, Operating flexibility, Market-oriented reforms, Partially linear functional-coefficient model",
abstract = "The actual energy savings from efficiency improvement may be less than expectations because of behavior response of micro-units, which is named as rebound effect. For producers, the magnitude of such response depends on the operating flexibility. However, the precise; role of operating flexibility in rebound effect is still unknown because of difficulties in measuring operating flexibility. Over the past four decades, the Chinese government has implemented a wide range of reforms aiming at market-oriented transition, which increase operating flexibility of micro-units. It is natural to be questioned whether China's market-oriented reform increases energy rebound effect. In this study, we aim to explore the impacts of marketization on rebound effect. Using partially linear functional-coefficient panel data model to avoid prior criteria in model specification and smooth the change of rebound effect across regions, we found that about 20% of originally expected energy conservation from energy efficiency improvement would be rebounded in 2013. Furthermore, the results demonstrate that in line with China's uneven reform across regions, coastal provinces such as Jiangsu, Zhejiang, Tianjin, Shanghai, Beijing, and Guangdong, have larger rebound effects, which may be connected with their larger operating flexibility. The findings can enhance our understanding on the mechanisms of rebound effect as behavior responses. We also anticipate our paper to provide knowledge and broader implications toward optimal policy designs alongside China's ongoing market-oriented reforms."
}